From bb0db3a73dc95c887dedb2f35818c31f32ac360e Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Tue, 24 Dec 2024 06:12:55 -0300 Subject: [PATCH] Added AFML --- README.md | 3 ++- site/index.qmd | 1 + 2 files changed, 3 insertions(+), 1 deletion(-) diff --git a/README.md b/README.md index 50df7a3..0669273 100644 --- a/README.md +++ b/README.md @@ -563,4 +563,5 @@ date conversion, scaling factor values, and filtering by the specified date. - [Finance](https://github.com/shashankvemuri/Finance) - 150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data. - [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader. - [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners. -- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. \ No newline at end of file +- [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. +- [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo. \ No newline at end of file diff --git a/site/index.qmd b/site/index.qmd index 6ad5509..c4a662c 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -555,3 +555,4 @@ date conversion, scaling factor values, and filtering by the specified date. - [101_formulaic_alphas](https://github.com/ram-ki/101_formulaic_alphas) - Implementation of [101 formulaic alphas](https://arxiv.org/ftp/arxiv/papers/1601/1601.00991.pdf) using qstrader. - [Tidy Finance](https://www.tidy-finance.org/) - An opinionated approach to empirical research in financial economics - a fully transparent, open-source code base in multiple programming languages (Python and R) to enable the reproducible implementation of financial research projects for students and practitioners. - [RoughVolatilityWorkshop](https://github.com/jgatheral/RoughVolatilityWorkshop) - 2024 QuantMind's Rough Volatility Workshop lectures. +- [AFML](https://github.com/boyboi86/AFML) - All the answers for exercises from Advances in Financial Machine Learning by Dr Marco Lopez de Parodo. \ No newline at end of file